Comment on: A new test for chaos and determinism based on symbolic dynamics

In a recent paper Matilla-García and Marín (2010) propose a novel test to determine whether the dynamics of a time series are generated by a deterministic or a stochastic process. The results presented in the paper need some clarifications.

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Year of publication:	2013
Authors:	Elsinger, Helmut
Published in:	Journal of Economic Behavior & Organization. - Elsevier, ISSN 0167-2681. - Vol. 91.2013, C, p. 131-138
Publisher:	Elsevier
Subject:	Independence tests \| Symbolic dynamics \| Permutation entropy

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Type of publication:	Article
Classification:	C12 - Hypothesis Testing ; C52 - Model Evaluation and Testing
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011048225